+11.8%
CRM vs ZETA
+269.4%
-257.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.2% | +2.2% |
| 7D | -4.4% | -3.7% | -0.7% | -3.6% |
| 30D | +28.1% | +5.7% | +22.4% | +26.8% |
| 3M | +48.8% | +50.4% | -1.6% | +35.9% |
| 6M | +28.3% | +65.5% | -37.2% | +14.8% |
| YTD | -6.0% | +48.3% | -54.3% | -14.6% |
| 1Y | +1.4% | +45.4% | -43.9% | -8.2% |
| 3Y | +11.8% | +270.8% | -258.9% | -24.2% |
| All | +11.8% | +269.4% | -257.6% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ZETA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling